+86.1%
JNJ vs TSLL
-53.8%
+139.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +5.5% | -11.0% | +16.5% | +5.4% |
| 30D | +7.4% | -5.3% | +12.7% | +7.4% |
| 3M | +7.8% | +20.8% | -13.0% | +8.1% |
| 6M | +28.2% | -36.0% | +64.2% | +28.1% |
| YTD | +37.9% | -47.3% | +85.1% | +37.6% |
| 1Y | +52.4% | -48.4% | +100.8% | +52.1% |
| 3Y | +107.7% | -5.4% | +113.1% | +109.2% |
| All | +86.1% | -53.8% | +139.9% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling